A literature review of technical analysis on stock markets
RTF Nazário, JL e Silva, VA Sobreiro… - The Quarterly Review of …, 2017 - Elsevier
Several studies have been published in the last 55 years exploring technical analysis.
However, there is a lack of research that consolidates the available knowledge concerning …
However, there is a lack of research that consolidates the available knowledge concerning …
The evolution of stock market efficiency over time: A survey of the empirical literature
This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …
examines return predictability from past price changes, with an exclusive focus on the stock …
Forecasting the equity risk premium: the role of technical indicators
Academic research relies extensively on macroeconomic variables to forecast the US equity
risk premium, with relatively little attention paid to the technical indicators widely employed …
risk premium, with relatively little attention paid to the technical indicators widely employed …
Currency momentum strategies
We provide a broad empirical investigation of momentum strategies in the foreign exchange
market. We find a significant cross-sectional spread in excess returns of up to 10% per …
market. We find a significant cross-sectional spread in excess returns of up to 10% per …
[图书][B] Behavioral rationality and heterogeneous expectations in complex economic systems
C Hommes - 2013 - books.google.com
Recognising that the economy is a complex system with boundedly rational interacting
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …
The use of technical analysis by fund managers: International evidence
L Menkhoff - Journal of Banking & Finance, 2010 - Elsevier
The use of technical analysis by financial market professionals is not well understood. This
paper thus analyzes survey evidence from 692 fund managers in five countries, the vast …
paper thus analyzes survey evidence from 692 fund managers in five countries, the vast …
The heterogeneous expectations hypothesis: Some evidence from the lab
C Hommes - Journal of Economic dynamics and control, 2011 - Elsevier
This paper surveys learning-to-forecast experiments (LtFEs) with human subjects to test
theories of expectations and learning. Subjects must repeatedly forecast a market price …
theories of expectations and learning. Subjects must repeatedly forecast a market price …
The adaptive markets hypothesis: evidence from the foreign exchange market
We analyze the intertemporal stability of excess returns to technical trading rules in the
foreign exchange market by conducting true, out-of-sample tests on previously studied rules …
foreign exchange market by conducting true, out-of-sample tests on previously studied rules …
[HTML][HTML] The use of predictive analytics in finance
D Broby - The Journal of Finance and Data Science, 2022 - Elsevier
Statistical and computational methods are being increasingly integrated into Decision
Support Systems to aid management and help with strategic decisions. Researchers need to …
Support Systems to aid management and help with strategic decisions. Researchers need to …
[图书][B] New concepts and trends of hybrid multiple criteria decision making
When people or computers need to make a decision, typically multiple conflicting criteria
need to be evaluated; for example, when we buy a car, we need to consider safety, cost and …
need to be evaluated; for example, when we buy a car, we need to consider safety, cost and …